Design of RLS Wiener estimators from randomly delayed observations in linear discrete-time stochastic systems

DOI10.1016/j.amc.2010.09.039zbMath1219.93123WikidataQ59552317 ScholiaQ59552317MaRDI QIDQ618061

Seiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez

Publication date: 14 January 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2010.09.039

zbMATH Keywords

discrete-time stochastic system; randomly delayed observations; RLS Wiener fixed-point smoother; covariance information; recursive least-squares (RLS) Wiener filter

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

93E03: Stochastic systems in control theory (general)

Related Items

RLS Wiener estimators from observations with multiple and random delays in linear discrete-time stochastic systems, Information fusion algorithms for state estimation in multi-sensor systems with correlated missing measurements

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